"Gwyneth is very focused on GOOP and building a business, and Chris is a serious person about his music," a source who knows the couple tells PEOPLE. "They are conscious of the fact that they have to work for all they have, even if from the outside they have a lot."

Both the actress, 41, and singer, 37, have projects in the works. Martin joins The Voice this week as an adviser for all four judges' teams. In addition to that, the Coldplay frontman is gearing up for the May 19 release of Ghost Stories, the band's sixth album (and its first since 2011).

Coldplay offered fans a preview of the record at SXSW before debuting all of the LP's nine songs at a listening party two weeks later. One of the tunes, "Ink," features the lyric, All I know is I am lost without your love … so much it hurts,Rolling Stone reported.

The rockers are expected to take their highly anticipated new tunes on the road. While a new tour hasn't been announced yet, Coldplay's last (in 2012 for Mylo Xyloto) raked in a reported $170 million.

"He tours a lot. To support the band and make money, you have to tour. It's not a negative thing, but just sort of this way of talking about it – that artists have to work all the time," the source says. "They are both very hardworking people."

Paltrow will be keeping busy, as well. Aside from her lifestyle site GOOP, the actress is set to appear alongside Johnny Depp and Ewan McGregor in Mortdecai, a globe-trotting adventure about the hunt for a valuable painting. It is due to be released this year.